A Lifting Method for Fokker-Planck Equations with Drift-Admitting Jumps

DOI10.4208/CMR.2022-0012MaRDI QIDQ6097575zbMATH OpenOpenAlexFDO

Authors Ningbo Guo, Ya-Ming Chen, Xiaogang Deng

Publication date 6 June 2023

Published in Communications in Mathematical Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/cmr.2022-0012

zbMATH Keywords

drifting-admitting jumpfinite difference methodFokker-Planck equationlifting method

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Singular hyperbolic equations (35L81) Fokker-Planck equations (35Q84) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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Cited in

(2)

• Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
• On convergence of splitting-up algorithm for stochastic partial differential equations with jump

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